This book presents a new computational finance approach combining a Symbolic Aggregate approximation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.
Inhoudsopgave
Introduction.- Market Analysis Background and Related Work.- SAX-GA Approach.- Results.- Conclusions and Future Work.
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Taal Engels ● Formaat PDF ● Pagina’s 81 ● ISBN 9783642331107 ● Bestandsgrootte 5.0 MB ● Uitgeverij Springer Berlin ● Stad Heidelberg ● Land DE ● Gepubliceerd 2012 ● Downloadbare 24 maanden ● Valuta EUR ● ID 5239064 ● Kopieerbeveiliging Sociale DRM